+1,095.4%
QQQ vs ABBV
+1,125.5%
-30.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.7% |
| 7D | +1.5% | -4.3% | +5.8% | +2.7% |
| 30D | -0.6% | +1.1% | -1.8% | -1.0% |
| 3M | +0.4% | +12.3% | -11.9% | -3.3% |
| 6M | +20.1% | +9.8% | +10.3% | +16.0% |
| YTD | +17.2% | +11.5% | +5.8% | +12.5% |
| 1Y | +24.7% | +22.3% | +2.4% | +16.0% |
| 3Y | +96.2% | +85.2% | +11.0% | +57.6% |
| 5Y | +94.4% | +170.8% | -76.4% | +35.6% |
| 10Y | +556.7% | +485.4% | +71.2% | +252.0% |
| All | +1,095.4% | +1,125.5% | -30.2% | +450.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ABBV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling